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IESU.L vs. NRJL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IESU.L vs. NRJL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IESU.L is traded in GBp, while NRJL.L is traded in GBP. To make them comparable, the NRJL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IESU.L achieves a 28.61% return, which is significantly higher than NRJL.L's 22.75% return. Both investments have delivered pretty close results over the past 10 years, with IESU.L having a 8.50% annualized return and NRJL.L not far behind at 8.34%.


IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%

NRJL.L

1D
-1.00%
1M
-11.56%
6M
14.86%
YTD
22.75%
1Y
50.84%
3Y*
6.20%
5Y*
1.17%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESU.L vs. NRJL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
22.75%35.47%-11.56%-22.87%-8.74%-5.40%33.09%47.31%-7.75%15.17%

Correlation

The correlation between IESU.L and NRJL.L is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.26

The correlation between IESU.L and NRJL.L shifts across timeframes, from -0.21 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IESU.L vs. NRJL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
Martin Ratio Rank

NRJL.L
NRJL.L Risk / Return Rank: 8585
Overall Rank
NRJL.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 8282
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
NRJL.L Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IESU.L vs. NRJL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IESU.LNRJL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

2.07

3.56

-1.50

Martin ratioReturn relative to average drawdown

5.01

14.21

-9.20

IESU.L vs. NRJL.L - Sharpe Ratio Comparison

The current IESU.L Sharpe Ratio is 1.46, which is lower than the NRJL.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of IESU.L and NRJL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IESU.L vs. NRJL.L - Drawdown Comparison

The maximum IESU.L drawdown since its inception was -63.88%, which is greater than NRJL.L's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for IESU.L and NRJL.L.


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Drawdown Indicators


IESU.LNRJL.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.88%

-54.56%

-9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-14.20%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-39.16%

+12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-54.10%

+27.74%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

-54.56%

-7.60%

Current Drawdown

Current decline from peak

-10.65%

-14.20%

+3.55%

Average Drawdown

Average peak-to-trough decline

-20.50%

-23.07%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

3.57%

+3.59%

Volatility

IESU.L vs. NRJL.L - Volatility Comparison

The current volatility for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) is 7.50%, while Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) has a volatility of 9.09%. This indicates that IESU.L experiences smaller price fluctuations and is considered to be less risky than NRJL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IESU.LNRJL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

9.09%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

21.74%

18.67%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.54%

22.12%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.08%

22.09%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

21.39%

+7.77%

IESU.L vs. NRJL.L - Expense Ratio Comparison

IESU.L has a 0.15% expense ratio, which is lower than NRJL.L's 0.60% expense ratio.


Dividends

IESU.L vs. NRJL.L - Dividend Comparison

IESU.L has not paid dividends to shareholders, while NRJL.L's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM202520242023202220212020201920182017
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
0.34%0.42%0.73%0.77%0.24%0.32%0.70%1.02%0.59%0.79%

Frequently Asked Questions


IESU.L and NRJL.L have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.60% for NRJL.L.

IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR, while NRJL.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IESU.L and 0.60% for NRJL.L.

Portfolio Optimizer

Find the right allocation for IESU.L and NRJL.L

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